+317.5%
TMUS vs BNY
+416.3%
-98.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +0.4% | -1.3% | +1.8% | +0.8% |
| 30D | +3.5% | -0.2% | +3.7% | +3.5% |
| 3M | -1.3% | +14.9% | -16.2% | -5.5% |
| 6M | -13.6% | +40.0% | -53.6% | -22.2% |
| YTD | -8.8% | +42.0% | -50.7% | -18.6% |
| 1Y | -22.9% | +56.9% | -79.7% | -33.5% |
| 3Y | +36.7% | +289.9% | -253.1% | -13.3% |
| 5Y | +46.6% | +259.2% | -212.6% | -6.6% |
| All | +317.5% | +416.3% | -98.8% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling